Particle Filtering With Dependent Noise Processes

DOI10.1109/TSP.2012.2202653zbMath1393.94421OpenAlexW2019928247MaRDI QIDQ4573974

Fredrik Gustafsson, Saikat Saha

Publication date: 18 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2012.2202653

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (3)

Analysis of nonlinear state space model with dependent measurement noises ⋮ Online Bayesian inference and learning of Gaussian-process state-space models ⋮ A new conditional posterior Cramér-Rao lower bound for a class of nonlinear systems

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